NOTE ON RATIONALITY OF LIVINGSTON PRICE EXPECTATIONS

被引：99

作者：

PESANDO, JE ^{[1
]}

机构：

[1] UNIV TORONTO,TORONTO,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1086/260359

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：849 / 858

页数：10

共 19 条

CHOW, GC .

[2]

Fama E.F., 1969, INT ECON REV, V10, DOI [DOI 10.2307/2525569, 10.2307/2525569]

[3] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[4]

GIBSON WE, 1972, AM ECON REV, V62, P854

[5]

KANE EJ, 1973, J MONEY CREDIT BAN, V5, P39

MODIGLIANI, F ;

SHILLER, RJ .

[7] RATIONAL-EXPECTATIONS AND THE THEORY OF PRICE MOVEMENTS [J].

MUTH, JF .

[8]

NELSON CR, 1970, J AM STAT ASSOC, V65, P1163

[9]

NELSON CR, 1973, 7343 U CHIC CTR MATH

PESANDO, JE .